Valérie Chavez-Demoulin is full Professor of Statistics at the Faculty of Business and Economics, University of Lausanne. She holds a master’s degree in Mathematics from EPFL and a PhD in Mathematics (specialization in Statistics) from the same institution. She obtained a grant for a postdoctoral position in collaboration with the Swiss Federal Institute for Snow and Avalanche Research in Davos. She has been a research fellow at the Department of Mathematics (D-Math) at ETH, Zurich and later on an Invited Professor at the D-Math, ETH, Zurich for a sabbatical leave. Aside from her research, she has been the quantitative risk manager for a Hedge Fund. Valérie is an elected member of ISI (The International Statistical Institute) and an elected member of the European Regional Committee (ERC) of the Bernoulli Society for Mathematical Statistics and Probability. Her domain of expertise is extreme value theory and in particular, the statistical modeling of univariate or multivariate extremes events. Some of her work concerns risk assessment for non-stationary or covariate-dependent time series, attempting to capture the influence of different types of dependence when estimating risks. She has written more than 50 articles in peer reviewed international journals and is co-author of a book entitled “Risk Revealed: Cautionary Tales, Understanding and Communication”, with Paul Embrechts and Marius Hofert, Cambridge University Press, to appear in 2023.
Erwan Koch is currently Bernoulli Instructor in Statistics at EPFL. He holds a diploma in Engineering from Ecole Centrale de Paris, a master’s degree in Applied Mathematics and Climatology from the same school, as well as a master’s degree in Actuarial Science from Université Paris Dauphine. Erwan Koch’s research has so far mainly focused on spatial extreme-value statistics, spatial risk measures theory, and their applications to extreme weather risks. He is also passionate about the real-time observation/monitoring/prediction of severe weather events and the understanding of their physical drivers, and would like to be increasingly active in these areas. Appropriately combine physics, statistics and actuarial science to improve the forecast of severe weather events and of their impacts is a goal he plans to tackle in the coming years.
Matthias Scherer is professor for Risk and Insurance at TUM. His research interests comprise the pricing and risk management of insurance contracts and financial derivatives, probability theory, statistics, and efficient numerical tools. He is particularly interested in dependence concepts / copula models and multivariate financial problems. He holds a Diploma in “Wirtschaftsmathematik” from Ulm University and a Master’s degree in “Mathematics” from Syracuse University. In his dissertation, he constructed a multivariate default model. He joined TUM in 2007, where he first coordinated the elite graduate program “Finance and Information Management” and then became a professor for Financial Mathematics in 2010. Prof. Scherer is a member of the board of the DGVFM and member of the advisory councils of FIRM and RiskNet.